Time to gather your seeds!
Get a good paper or clean plastic bag and head out to the garden. If you have more than one type of plant to gather seeds from you should grab some extra bags. After your perennials or annuals have finished for the fall, collect the dead heads on them to use next spring. Just cut the dead flower heads off and let them fall into your bag. Keep only one kind of seed per bag and label them with what the parent plant is. Keep in mind that there is no guarantee the seeds will be true to the parent plant, but sometimes the variations can be interesting. Clean off the dead flower petals and let them dry if needed, then store in a cool, dry place. It is important that they are well dried before storing. It may help to add a moisture reducing element to your bag like silicate packets.
Many plants are excellent for dead heading and replanting in the spring. This fall I collected seeds from zinnias, rudbeckia, coneflower, gaillardia and asters. The zinnias always do well. If you have never planted them before they are great for attracting hummingbirds and butterflies to your garden. Just plant in a sunny location in the spring after frost and let them go! The rudbeckia will do well in sunny locations as will the coneflowers (Echinacea).
As for the galliarda and asters, I've never tried them from seed before so it will be an experiment but I have plenty of seeds to use. I have read where the Asters may not flower until the second growing season, but its worth a shot!
I also took some seeds from our butterfly bushes to try, but I've had good success with cuttings from the greenwood so I may just use the cutting method to make more butterfly bushes in the spring.